# Tidy Tools for Actuarial Mathematics and Life Contingencies

## Documentation for package ‘tidyactuarial’ version 0.1.2

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

amort_schedule | Amortization schedule with optional prepayment adjustment
annuity_multi | Actuarial present value of a multi-life annuity (up to 3 independent lives)
annuity_x | Actuarial present value of a life annuity
annuity_xy | Actuarial present value of a two-life annuity
apv_life_flow | Actuarial present value of a payment stream under mortality
arithmetic_annuity_av_tbl | Accumulated value of an arithmetic progression annuity
arithmetic_annuity_pv_tbl | Present value of an arithmetic progression annuity
a_angle | Level annuity factor a-angle-n
a_angle_tbl | Level annuity details in tibble form
A_xj | Cause-specific term/whole-life insurance APV under multiple decrements: insurance_xj
bonds_sample | Sample bond contracts for fixed-income examples
bond_book_value | Book value of a level coupon bond at a coupon date
bond_book_value_tbl | Book value table of a level coupon bond at coupon dates
bond_callable_price | Price of a callable bond at a target minimum yield
bond_callable_price_tbl | Callable-bond pricing table at a target minimum yield
bond_cash_flows | Cash flow structure of a level coupon bond
bond_convexity | Discrete convexity of a level coupon bond under a flat yield
bond_duration | Macaulay and modified duration of a level coupon bond under a flat yield
bond_price | Price of a level coupon bond from its yield
bond_ytm | Yield to maturity of a level coupon bond
cash_flows_sample | Sample cash flows for interest theory examples
commutation_table | Build an annual commutation table (discrete ages)
Da_angle | Decreasing annuity factor (Da-angle-n)
Da_angle_tbl | Decreasing annuity details in tibble form
discount_factor_spot | Spot discount factor
discount_factor_spot_tbl | Spot discount factor in tibble form
e_x | Expected future lifetime from an annual life table
e_xy | Expected future lifetime for two independent lives
forward_rate_tbl | Compute an implied forward rate from a discrete spot curve
future_value | Future value of a single payment
future_value_tbl | Future value details in tibble form
fv_flow | Future value of a general cash flow
ga_angle | Geometric annuity factor ga-angle-n
ga_angle_tbl | Geometric annuity details in tibble form
gs_angle | Geometric annuity accumulation factor gs-angle-n
gs_angle_tbl | Geometric annuity accumulation details in tibble form
Ia_angle | Increasing annuity factor (Ia-angle-n)
immunize_duration | Duration-based immunization with multiple assets
immunize_duration_convexity | Duration and convexity immunization with multiple assets
insurance_variable_k | Actuarial present value of a life insurance with variable k-thly benefits
insurance_x | Actuarial present value of a life insurance (derived from annuity_x)
insurance_xj | Cause-specific term/whole-life insurance APV under multiple decrements: insurance_xj
insurance_xy | Actuarial present value of a two-life insurance
interest_equivalents | Equivalent interest rates in FM actuarial notation
irr_flow | Internal rate of return for a cash flow
irr_flow_multi | Multiple internal rates of return for a cash flow
km_lifetable | Kaplan-Meier survival curve and a lifetable-style life table
lifetable | Build an annual life table (tidy tibble) from lx, qx, px, or mx
loans_sample | Sample loan contracts for amortization examples
lt_tau | Total-decrement lifetable from a multiple decrement table: lt_tau
md_table | Multiple decrement table (annual, discrete ages)
mortality_colombia_tables | Colombian mortality tables
mortality_law_table | Generate a tidy life table from a theoretical mortality law
mortality_world_sample_2015_2023 | World mortality sample panel, 2015-2023
mortality_world_sample_2023 | World mortality sample, 2023
multiple_decrement_sample | Sample multiple decrement probabilities
plot_cash_flow | Plot a cash flow diagram
plot_immunization_gap | Plot immunization performance under interest rate shifts
plot_km | Plot a Kaplan-Meier survival curve
portfolio_convexity_tbl | Compute portfolio convexity as a market-value-weighted average
portfolio_duration_tbl | Compute portfolio duration as a market-value-weighted average
premium_gross | Gross (expense-loaded) premium from net premium
premium_x | Net premium for life insurance by the equivalence principle
premium_xy | Net premium for two-life insurance by the equivalence principle
present_value | Present value of a single payment
present_value_tbl | Present value details in tibble form
pv_flow | Present value of a general cash flow
reserve_x | Benefit reserve schedule for single-life insurance
reserve_xy | Benefit reserve schedule for two-life insurance
sinking_fund_schedule | Sinking fund amortization schedule for a loan
standardize_interest | Standardize an interest rate to the annual effective rate i
s_angle | Level annuity accumulation factor s-angle-n
s_angle_tbl | Level annuity accumulation details in tibble form
t_Ex | Pure endowment (discounted survival): {}_tE_x
t_px | t-year survival probability from a life table
t_pxy | Two-life survival probability for independent lives
t_qx | t-year death probability from a life table
t_qxj | t-year probability of decrement by cause j: t_qxj
Var_annuity_x | Variance of the actuarial present value of a life annuity
Var_insurance_x | Variance of the actuarial present value of a life insurance
yield_curve_tbl | Validate a yield curve, compute discount factors, and optionally create a plot